Title :
New linear smoothing formulas
Author :
Anderson, Brian D O ; Chirarattananon, S.
Author_Institution :
University of Newcastle, Newcastle, NSW, Australia
fDate :
2/1/1972 12:00:00 AM
Abstract :
Formulas are given expressing the smoothed estimate of the state of a noisy linear system in terms of filtered estimates of the state, for both continuous and discrete time.
Keywords :
Linear systems, stochastic; Nonlinear systems, stochastic discrete-time; Smoothing methods; State estimation; Stochastic systems, linear; Adaptive filters; Autocorrelation; Linear systems; Milling machines; Noise generators; Nonlinear filters; Smoothing methods; State estimation; Sufficient conditions; Technological innovation;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1972.1099901
